ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
124-070 |
124-130 |
0-060 |
0.2% |
125-030 |
| High |
124-135 |
124-280 |
0-145 |
0.4% |
125-075 |
| Low |
124-020 |
124-105 |
0-085 |
0.2% |
123-260 |
| Close |
124-125 |
124-240 |
0-115 |
0.3% |
124-070 |
| Range |
0-115 |
0-175 |
0-060 |
52.2% |
1-135 |
| ATR |
0-151 |
0-153 |
0-002 |
1.1% |
0-000 |
| Volume |
637,578 |
1,023,765 |
386,187 |
60.6% |
4,045,182 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-093 |
126-022 |
125-016 |
|
| R3 |
125-238 |
125-167 |
124-288 |
|
| R2 |
125-063 |
125-063 |
124-272 |
|
| R1 |
124-312 |
124-312 |
124-256 |
125-028 |
| PP |
124-208 |
124-208 |
124-208 |
124-226 |
| S1 |
124-137 |
124-137 |
124-224 |
124-172 |
| S2 |
124-033 |
124-033 |
124-208 |
|
| S3 |
123-178 |
123-282 |
124-192 |
|
| S4 |
123-003 |
123-107 |
124-144 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-220 |
127-280 |
125-000 |
|
| R3 |
127-085 |
126-145 |
124-195 |
|
| R2 |
125-270 |
125-270 |
124-153 |
|
| R1 |
125-010 |
125-010 |
124-112 |
124-232 |
| PP |
124-135 |
124-135 |
124-135 |
124-086 |
| S1 |
123-195 |
123-195 |
124-028 |
123-098 |
| S2 |
123-000 |
123-000 |
123-307 |
|
| S3 |
121-185 |
122-060 |
123-265 |
|
| S4 |
120-050 |
120-245 |
123-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-050 |
123-260 |
1-110 |
1.1% |
0-163 |
0.4% |
70% |
False |
False |
976,278 |
| 10 |
125-090 |
123-260 |
1-150 |
1.2% |
0-144 |
0.4% |
64% |
False |
False |
990,183 |
| 20 |
125-090 |
123-250 |
1-160 |
1.2% |
0-152 |
0.4% |
65% |
False |
False |
1,032,070 |
| 40 |
126-000 |
123-250 |
2-070 |
1.8% |
0-154 |
0.4% |
44% |
False |
False |
851,275 |
| 60 |
126-000 |
122-180 |
3-140 |
2.8% |
0-145 |
0.4% |
64% |
False |
False |
568,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-064 |
|
2.618 |
126-098 |
|
1.618 |
125-243 |
|
1.000 |
125-135 |
|
0.618 |
125-068 |
|
HIGH |
124-280 |
|
0.618 |
124-213 |
|
0.500 |
124-192 |
|
0.382 |
124-172 |
|
LOW |
124-105 |
|
0.618 |
123-317 |
|
1.000 |
123-250 |
|
1.618 |
123-142 |
|
2.618 |
122-287 |
|
4.250 |
122-001 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-224 |
124-197 |
| PP |
124-208 |
124-153 |
| S1 |
124-192 |
124-110 |
|